2016, Heida, Martin, Patterson, Robert I.A., Renger, D.R. Michiel

We study functions of bounded variation with values in a Banach or in a metric space. We provide several equivalent notions of variations and provide the notion of a time derivative in this abstract setting. We study four distinct topologies on the space of bounded variations and provide some insight into the structure of these topologies. In particular, we study the meaning of convergence, duality and regularity for these topologies and provide some useful compactness criteria, also related to the classical Aubin-Lions theorem. We finally provide some useful applications to stochastic processes.

2019, Meinlschmidt, Hannes, Meyer, Christian, Rehberg, Joachim

It is well-known that in the case of a sufficiently nonlinear general optimal control problem there is very frequently the necessity for a compactness argument in order to pass to the limit in the state equation in the standard ``calculus of variations'' proof for the existence of optimal controls. For time-dependent state equations, i.e., evolution equations, this is in particular unfortunate due to the difficult structure of compact sets in Bochner-type spaces. In this paper, we propose an abstract function space and a suitable regularization- or Tychonov term for the objective functional which allows for the usual standard reasoning in the proof of existence of optimal controls and which admits a reasonably favorable structure in the characterization of optimal solutions via first order necessary conditions in, generally, the form of a variational inequality of obstacle-type in time. We establish the necessary properties of the function space and the Tychonov term and derive the aforementioned variational inequality. The variational inequality can then be reformulated as a projection identity for the optimal control under additional assumptions. We give sufficient conditions on when these are satisfied. The considerations are complemented with a series of practical examples of possible constellations and choices in dependence on the varying control spaces required for the evolution equations at hand.